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Just picked up my first BMW a few weeks ago, never had an automatic car before and it's takin some getting use to. Need all wheel drive in Connecticut and 535 xi only available in auto. So as I've been driving, I notice when I take my foot off the gas and start to apply the brake , the rpms are kicking up by almost 500 while the trans is down shifting through every lower gear until stop, and often if its a really light slow stop their is a kick forward right before coming to stop. Has anyone else noticed this? Is it normal and something I'll just have to get use to?

Congrats on the new BMW! I guess I'm kind of used to mine, after driving manual BMW's previously. But I have driven many other automatic cars. Anyway, I don't usually feel each downshift while coasting to a stop, maybe the shift to 2nd. Tell you the truth, I never paid much attention to the revs during this coast down, I can keep and eye on it and report back. Is your basic idle normal, what like 750 rpm? It sounds almost like you're in a fast idle condition so these downshifts would be more noticeable. I'm sure you'll get a lot of other replies in a few minutes . Then the thread will digress into the "issue" of the transmission "jerk" while starting off from a rolling stop, etc.

My car has no jerk or motion when I stop. I do notice a very, very slight change when the brake regeneration kicks in as the car slows and then shows no gas usage (which is impossible). This car is the smoothest I've owned.
From your description, a dealer checkup might be in order. Ask to try another car from their lot.